[Ipopt] Ipopt with Intel MKL Pardiso

[Neil Windelinckx]

For a number of years it has been said that the version of Pardiso provided with Intel MKL is not compatible with IPOpt. (eg http://list.coin-or.org/pipermail/ipopt/2009-June/001583.html )

However, looking back through these discussions they say that it is not compatible because the MKL version it does not compute the inertia of the linear system (or from the IPOpt pre-requisites page "Note that IPOPT requires that the linear solver is able to provide the inertia (number of positive and negative eigenvalues) of the symmetric matrix that is factorized.").
Having looked at the Intel MKL documentation, the inertia is provided in MKL version 10.3 (it was not provided with version 10.0).

Does this now mean that the Intel MKL version of pardiso is now compatible with IPOpt? Or is there some other reason that it will not work correctly?

Thanks
Neil.
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